Anic Equity¶

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Total return since start: 0.567 %¶

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Equity now: -----------------------------> 47867.18 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46472.3 Kr¶

PnL: ---------------------------------------> -416.27 Kr¶

DD now: ---------------------------------> -1.568 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-16 11:36:34.584956'

Anic Portfolio¶

Today¶

Return: 0.702 %¶

This Week¶

Return: 0.702 %¶

Total¶

Return: 56.705 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 2.010000 2849.000000 213.000000 8.080000 2636.000010
Beijer Electronics Group 26 -0.660000 3114.800000 143.800000 4.840000 2971.000006
Corem Property Group B 59 4.040000 669.060000 92.060000 15.950000 576.999999
Samhällsbyggnadsbo. i Norden B 20 2.820000 437.000000 82.000000 23.100000 355.000000
HMS Networks 2 1.240000 720.800000 47.800000 7.100000 673.000000
FM Mattsson Mora Group B 50 0.000000 2950.000000 23.000000 0.790000 2927.000000
Samhällsbyggnadsbo. i Norden D 12 3.430000 268.080000 22.080000 8.980000 246.000000
Nordea Bank Abp 29 0.760000 3475.360000 21.360000 0.620000 3453.999992
Intrum 4 2.400000 545.200000 18.200000 3.450000 527.000000
Coor Service Management Hold. 8 0.440000 548.400000 16.400000 3.080000 532.000000
Midsona B 63 0.960000 597.870000 14.870000 2.550000 582.999984
OEM International B 7 0.780000 541.100000 13.100000 2.480000 527.999997
Eastnine 4 -0.630000 502.400000 11.400000 2.320000 491.000000
Essity A 4 0.000000 1158.000000 9.000000 0.780000 1149.000000
MedCap 2 1.420000 430.000000 9.000000 2.140000 421.000000
Norva24 Group 16 -0.290000 551.680000 8.680000 1.600000 543.000000
AcadeMedia 12 0.680000 565.200000 8.200000 1.470000 557.000004
Essity B 2 0.690000 580.400000 6.400000 1.110000 574.000000
Resurs Holding 22 -1.020000 579.040000 5.040000 0.880000 573.999998
Karnov Group 9 -2.120000 540.000000 4.000000 0.750000 536.000004
Fastighetsbolag. Emilshus Pref 21 0.750000 565.950000 3.950000 0.700000 562.000005
Securitas B 6 1.490000 572.040000 2.040000 0.360000 570.000000
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Handelsbanken A 5 0.230000 547.000000 1.000000 0.180000 546.000000
Swedbank A 3 -0.050000 560.700000 -3.300000 -0.590000 564.000000
Boozt 12 -1.290000 1648.800000 -5.200000 -0.310000 1653.999996
CTEK 13 0.900000 522.600000 -11.400000 -2.130000 533.999999
SAAB B 8 1.950000 3346.400000 -30.600000 -0.910000 3377.000000
International Petroleum Corp. 5 2.310000 532.500000 -62.070000 -10.440000 594.565215
Vivesto 1368 1.950000 543.920000 -69.080000 -11.270000 612.999432
Sampo Oyj SDB 7 0.190000 3769.500000 -80.500000 -2.090000 3850.000000
OX2 18 -1.580000 1510.200000 -153.800000 -9.240000 1663.999992
Axfood 13 0.770000 3582.800000 -173.200000 -4.610000 3756.000001
Ovzon 52 4.170000 3120.000000 -242.000000 -7.200000 3361.999992
Fasadgruppen Group 35 -0.510000 3447.500000 -363.500000 -9.540000 3810.999990
TOTAL 46472.300000 -416.270000 -1.5684% 46888.564618

Updated:¶

'2023-01-16 11:36:46.872218'
None

Last optimization/rebalancing:¶

'2023-01-14'

Next optimization/rebalancing:¶

'2023-02-23'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶